Anic Equity¶

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Total return since start: 0.712 %¶

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Equity now: -----------------------------> 52310.06 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45975.03 Kr¶

PnL: ---------------------------------------> -777.97 Kr¶

DD now: ---------------------------------> -1.525 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 10:15:50.648453'

Anic Portfolio¶

Today¶

Return: -0.012 %¶

This Week¶

Return: -0.012 %¶

Total portfolio value¶

Return including deposits: 71.25 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 -2.460000 679.630000 40.630000 6.360000 638.999984
Embracer Group B 26 4.200000 702.390000 40.390000 6.100000 661.999988
Vitrolife 3 3.200000 697.200000 20.200000 2.980000 677.000001
Addtech B 3 2.220000 718.800000 18.800000 2.690000 699.999999
Biotage 4 0.190000 619.600000 16.600000 2.750000 603.000000
Indutrade 5 1.950000 1336.000000 16.000000 1.210000 1320.000000
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addnode Group B 6 2.240000 766.200000 14.200000 1.890000 751.999998
SynAct Pharma 9 -2.270000 658.800000 13.800000 2.140000 645.000003
Sedana Medical 135 -1.950000 4344.300000 13.300000 0.310000 4330.999935
Xvivo Perfusion 3 -0.180000 855.000000 10.000000 1.180000 845.000001
Sdiptech B 3 0.290000 831.600000 9.600000 1.170000 822.000000
Nolato B 12 -0.180000 657.000000 9.000000 1.390000 648.000000
BONESUPPORT HOLDING 10 -0.240000 1230.000000 6.000000 0.490000 1224.000000
Latour B 2 1.880000 454.400000 5.400000 1.200000 449.000000
NCC B 7 -0.210000 657.300000 3.300000 0.500000 653.999997
Fortnox 10 3.250000 668.000000 0.000000 0.000000 668.000000
Profoto Holding 7 0.000000 581.000000 -1.000000 -0.170000 581.999999
NCC A 6 1.630000 597.600000 -1.400000 -0.230000 598.999998
Lime Technologies 2 -0.510000 591.000000 -2.000000 -0.340000 593.000000
Sampo Oyj SDB 1 -0.900000 497.500000 -7.500000 -1.490000 505.000000
Volati 5 -4.550000 566.000000 -8.000000 -1.390000 574.000000
SCA A 4 0.000000 590.400000 -8.600000 -1.440000 599.000000
Investor B 3 0.490000 648.750000 -9.250000 -1.410000 657.999999
Balco Group 39 0.000000 1860.300000 -14.700000 -0.780000 1874.999997
Humana 40 -0.250000 641.600000 -32.400000 -4.810000 674.000000
Lundin Gold 7 0.770000 917.000000 -57.000000 -5.850000 973.999999
Creades A 7 1.290000 548.800000 -62.200000 -10.180000 610.999998
Ambea 68 0.440000 2469.760000 -67.240000 -2.650000 2537.000032
Investor A 16 0.320000 3467.200000 -77.800000 -2.190000 3545.000000
New Wave B 40 0.090000 3822.400000 -93.600000 -2.390000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.340000 2571.500000 -395.500000 -13.330000 2966.999993
TOTAL 45975.030000 -777.970000 -1.52539% 46752.999863

Updated:¶

'2023-06-13 10:16:08.688623'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶